11 citations · 11 across the 3 of their papers we have counts for
5 papers
Reaction times of monitoring schemes for ARMA time series
Alexander Aue, Christopher Dienes, Stefan Fremdt +1
This paper is concerned with deriving the limit distributions of stopping times devised to sequentially uncover structural breaks in the parameters of an autoregressive moving aver…
Asymptotic Distribution of the Delay Time in Page's Sequential Procedure
Stefan Fremdt
In this paper the asymptotic distribution of the stopping time in Page's sequential cumulative sum (CUSUM) procedure is presented. Page as well as ordinary cumulative sums are cons…
Page's Sequential Procedure for Change-Point Detection in Time Series Regression
Stefan Fremdt
In a variety of different settings cumulative sum (CUSUM) procedures have been applied for the sequential detection of structural breaks in the parameters of stochastic models. Yet…
Functional Data Analysis with Increasing Number of Projections
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka +1
Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the nu…
Testing the Equality of Covariance Operators in Functional Samples
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka +1
We propose a robust test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of…